Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (Q727855)

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Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
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    Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (English)
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    21 December 2016
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    hypoelliptic diffusion
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    Ornstein-Uhlenbeck process
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    optimal linear dirft
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    hypocoercivity
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    Brownian motion
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    irreversibility
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    optimal sampling
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    asymptotic convergence rate
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